Monday Math 117

The Laplace Transform
Part 18: The Bessel Functions

We can use the differential equation technique demonstrated in the previous post to find the Laplace transforms of the Bessel function of the first kind Jn(t) for nonnegative integer order n. These are defined as the solutions to the Bessel differential equation:

which are non-singular at the origin. Specifically, for integer n≥0, .
First, let’s find the transform of J0(t). This is a solution to  with n=0, so

,
or dividing by t,
.
Taking the Laplace transform, and using  we have
,
and we have a first order linear differential equation for the transform Y(s). In fact, this equation is separable:
,
where C is a constant, arising from our integration. To find its value, consider the initial value theorem:
.
We see
,
and so . Thus, we see that the transform of the Bessel function of the first kind of order zero is
.

Now, to find n=1, we use a derivative identity for the Bessel functions of the first kind (equation number 59 here):
.
Using the product rule on the left-hand side, we see
.
Taking the Laplace transform, and letting , we have
.
Letting n=1, we then get
.
Integrating,
.
To find the constant of integration, we consider the limit as s→∞; we saw earlier that , so to get , required for J1(t) to be nonsingular for t=0, we must have C=1, and so
.
In general, one can use the relation  and proof by induction to show that the general formula is
,
for integer n≥0.
Using the scaling rule and some algebra, this generalizes to
.